CME Pit-Traded Corn Future March 2012

Trading Metrics calculated at close of trading on 01-Jul-2011

Day Change Summary
	Previous	Current
	30-Jun-2011	01-Jul-2011	Change	Change %	Previous Week
Open	632-6	597-2	-35-4	-5.6%	640-6
High	632-6	612-0	-20-6	-3.3%	683-4
Low	632-6	594-0	-38-6	-6.1%	594-0
Close	632-6	610-6	-22-0	-3.5%	610-6
Range	0-0	18-0	18-0		89-4
ATR	18-6	20-2	1-3	7.6%	0-0
Volume	20,971	11,299	-9,672	-46.1%	74,335

Daily Pivots for day following 01-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	659-5	653-1	620-5
R3	641-5	635-1	615-6
R2	623-5	623-5	614-0
R1	617-1	617-1	612-3	620-3
PP	605-5	605-5	605-5	607-2
S1	599-1	599-1	609-1	602-3
S2	587-5	587-5	607-4
S3	569-5	581-1	605-6
S4	551-5	563-1	600-7

Weekly Pivots for week ending 01-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	897-7	843-7	660-0
R3	808-3	754-3	635-3
R2	718-7	718-7	627-1
R1	664-7	664-7	619-0	647-1
PP	629-3	629-3	629-3	620-4
S1	575-3	575-3	602-4	557-5
S2	539-7	539-7	594-3
S3	450-3	485-7	586-1
S4	360-7	396-3	561-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	683-4	594-0	89-4	14.7%	11-5	1.9%	19%	False	True	14,867
10	693-2	594-0	99-2	16.3%	14-4	2.4%	17%	False	True	13,263
20	732-2	594-0	138-2	22.6%	13-7	2.3%	12%	False	True	11,453
40	732-2	594-0	138-2	22.6%	13-4	2.2%	12%	False	True	8,208

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	688-4
2.618	659-1
1.618	641-1
1.000	630-0
0.618	623-1
HIGH	612-0
0.618	605-1
0.500	603-0
0.382	600-7
LOW	594-0
0.618	582-7
1.000	576-0
1.618	564-7
2.618	546-7
4.250	517-4

Fisher Pivots for day following 01-Jul-2011
Pivot	1 day	3 day
R1	608-1	638-6
PP	605-5	629-3
S1	603-0	620-1

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols